+344.3%
CNQ vs GLDM
+248.1%
+96.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +3.0% | -0.5% | +3.5% | +3.1% |
| 30D | +12.8% | +4.4% | +8.4% | +11.7% |
| 3M | +7.0% | -1.1% | +8.1% | +7.1% |
| 6M | +16.5% | -13.7% | +30.2% | +20.1% |
| YTD | +52.0% | +2.8% | +49.3% | +49.2% |
| 1Y | +64.1% | +24.8% | +39.3% | +51.7% |
| 3Y | +74.3% | +127.8% | -53.5% | +35.5% |
| 5Y | +268.4% | +141.1% | +127.3% | +181.5% |
| All | +344.3% | +248.1% | +96.1% | +248.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling